+315.5%
ARM vs CBOE
+98.9%
+216.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +0.8% |
| 7D | +12.5% | -0.8% | +13.3% | +12.0% |
| 30D | -1.4% | +2.7% | -4.0% | +0.3% |
| 3M | -18.7% | +0.7% | -19.4% | -16.7% |
| 6M | +124.6% | -2.0% | +126.6% | +129.1% |
| YTD | +141.7% | +17.1% | +124.6% | +173.9% |
| 1Y | +87.7% | +26.5% | +61.2% | +123.8% |
| All | +315.5% | +98.9% | +216.7% | +543.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling